-53.5%
APTV vs ALK
+2.1%
-55.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.5% | +1.5% | +2.6% |
| 7D | +4.8% | -0.7% | +5.5% | +5.0% |
| 30D | +2.0% | -19.2% | +21.2% | +8.7% |
| 3M | -34.2% | -1.5% | -32.7% | -34.9% |
| 6M | -34.7% | -13.1% | -21.6% | -33.5% |
| YTD | -37.0% | -16.4% | -20.6% | -35.3% |
| 1Y | -40.4% | -33.1% | -7.3% | -34.5% |
| All | -53.5% | +2.1% | -55.6% | -53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ALK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling